Nothing Special   »   [go: up one dir, main page]
create a website
Insider trading and the algorithmic trading environment. (2022). Yang, Joey Wenling ; Treepongkaruna, Sirimon ; Huang, Yuyun ; Gould, John ; Chang, Millicent.
In: International Review of Finance.
RePEc:bla:irvfin:v:22:y:2022:i:4:p:725-750.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 55

References cited by this document

Cocites: 44

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Akbas, F., Jiang, C., & Koch, P. D. (2020). Insider investment horizon. The Journal of Finance, 75(3), 1579–1627.

  2. Alldredge, D. M., & Cicero, D. C. (2015). Attentive insider trading. Journal of Financial Economics, 115(1), 84–101.

  3. Angel, J. J., & McCabe, D. M. (2018). Insider trading 2.0? The ethics of information sales. Journal of Business Ethics, 147(4), 747–760.

  4. Bhattacharya, N., Chakrabarty, B., & Wang, X. F. (2020). High‐frequency traders and price informativeness during earnings announcements. Review of Accounting Studies, 25, 1–44.
    Paper not yet in RePEc: Add citation now

  5. Biggerstaff, L., Cicero, D., & Wintoki, M. B. (2020). Insider trading patterns. Journal of Corporate Finance, 64, 101654.

  6. Bilinski, P., Karamanou, I., Kopita, A., & Panayides, M. A. (2020). Does algorithmic trading affect analyst research production?. SSRN 3597356.
    Paper not yet in RePEc: Add citation now
  7. Boehmer, E., Fong, K., & Wu, J. (2020). Algorithmic trading and market quality: International evidence. Journal of Financial and Quantitative Analysis, 1–30. https://doi.org/10.1017/S0022109020000782.
    Paper not yet in RePEc: Add citation now
  8. Brochet, F. (2010). Information content of insider trades before and after the Sarbanes‐Oxley act. The Accounting Review, 85(2), 419–446.
    Paper not yet in RePEc: Add citation now
  9. Brogaard, J., Hendershott, T., & Riordan, R. (2014). High‐frequency trading and price discovery. The Review of Financial Studies, 27(8), 2267–2306.
    Paper not yet in RePEc: Add citation now
  10. Carlton, D. W., & Fischel, D. R. (1983). The regulation of insider trading. Stanford Law Review, 35, 857–895.
    Paper not yet in RePEc: Add citation now

  11. Chakrabarty, B., & Shkilko, A. (2013). Information transfers and learning in financial markets: Evidence from short selling around insider sales. Journal of Banking & Finance, 37(5), 1560–1572.

  12. Chakrabarty, B., Moulton, P. C., & Wang, X. F. (2019). Attention effects in a high‐frequency world. SSRN 2634621.
    Paper not yet in RePEc: Add citation now

  13. Cheng, Q., & Lo, K. (2006). Insider trading and voluntary disclosures. Journal of Accounting Research, 44(5), 815–848.

  14. Chordia, T., & Miao, B. (2020). Market efficiency in real time: Evidence from low latency activity around earnings announcements. Journal of Accounting and Economics, 70(2‐3), 101335.

  15. Cohen, L., Malloy, C., & Pomorski, L. (2012). Decoding inside information. The Journal of Finance, 67(3), 1009–1043.

  16. Cziraki, P., Lyandres, E., & Michaely, R. (2019). What do insiders know? Evidence from insider trading around share repurchases and SEOs. Journal of Corporate Finance, 101544, 101544.

  17. Dai, L., Parwada, J. T., & Zhang, B. (2015). The governance effect of the media's news dissemination role: Evidence from insider trading. Journal of Accounting Research, 53(2), 331–366.
    Paper not yet in RePEc: Add citation now

  18. Drobetz, W., Mussbach, E., & Westheide, C. (2020). Corporate insider trading and return skewness. Journal of Corporate Finance, 60, 101485.

  19. Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. The Journal of Finance, 25(2), 383–417.

  20. Fama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. The Journal of Finance, 47(2), 427–465.
    Paper not yet in RePEc: Add citation now

  21. Fidrmuc, J. P., Goergen, M., & Renneboog, L. (2006). Insider trading, news releases, and ownership concentration. The Journal of Finance, 61(6), 2931–2973.

  22. Fishman, M. J., & Hagerty, K. M. (1989). Disclosure decisions by firms and the competition for price efficiency. The journal of finance, 44(3), 633–646.

  23. Fishman, M. J., & Hagerty, K. M. (1992). Insider trading and the efficiency of stock prices. The Rand Journal of Economics, 23, 106–122.

  24. Francis, J., Philbrick, D., & Schipper, K. (1994). Shareholder litigation and corporate disclosures. Journal of Accounting Research, 32(2), 137–164.

  25. Gao, G., Gao, G., Ma, Q., Ng, D. T., & Wu, Y. (2015). The sound of silence: What do we know when insiders do not trade?. Johnson School Research Paper Series, (3‐2013).
    Paper not yet in RePEc: Add citation now
  26. Garriott, C., & Riordan, R. (2020). Trading on long‐term information. SSRN 3419065.
    Paper not yet in RePEc: Add citation now

  27. Goergen, M., Renneboog, L., & Zhao, Y. (2019). Insider trading and networked directors. Journal of Corporate Finance, 56, 152–175.

  28. Hendershott, T., Jones, C. M., & Menkveld, A. J. (2011). Does algorithmic trading improve liquidity? The Journal of Finance, 66(1), 1–33.

  29. Huddart, S. J., & Ke, B. (2007). Information asymmetry and cross‐sectional variation in insider trading. Contemporary Accounting Research, 24(1), 195–232.
    Paper not yet in RePEc: Add citation now

  30. Jaffe, J. F. (1974). Special information and insider trading. The Journal of Business, 47(3), 410–428.

  31. Jagolinzer, A. D., Larcker, D. F., & Taylor, D. J. (2011). Corporate governance and the information content of insider trades. Journal of Accounting Research, 49(5), 1249–1274.

  32. Jenter, D. (2005). Market timing and managerial portfolio decisions. The Journal of Finance, 60(4), 1903–1949.

  33. Kallunki, J., Kallunki, J. P., Nilsson, H., & Puhakka, M. (2018). Do an insider's wealth and income matter in the decision to engage in insider trading? Journal of Financial Economics, 130(1), 135–165.

  34. Ke, B., Huddart, S., & Petroni, K. (2003). What insiders know about future earnings and how they use it: Evidence from insider trades. Journal of Accounting and Economics, 35(3), 315–346.

  35. Khan, M., & Lu, H. (2013). Do short sellers front‐run insider sales? The Accounting Review, 88(5), 1743–1768.
    Paper not yet in RePEc: Add citation now

  36. Kim, I., & Skinner, D. J. (2012). Measuring securities litigation risk. Journal of Accounting and Economics, 53(1–2), 290–310.

  37. Klein, O., Maug, E., & Schneider, C. (2017). Trading strategies of corporate insiders. Journal of Financial Markets, 34, 48–68.
    Paper not yet in RePEc: Add citation now
  38. Korajczyk, R. A., & Murphy, D. (2019). High‐frequency market making to large institutional trades. The Review of Financial Studies, 32(3), 1034–1067.
    Paper not yet in RePEc: Add citation now

  39. Lakonishok, J., & Lee, I. (2001). Are insider trades informative? The Review of Financial Studies, 14(1), 79–111.

  40. Lee, C., & Watts, E. (2021). Tick size tolls: Can a trading slowdown improve earnings news discovery? Tick size tolls: Can a trading slowdown improve earnings news discovery? The Accounting Review, 96(3), 373–401.
    Paper not yet in RePEc: Add citation now

  41. Lin, J. C., & Howe, J. S. (1990). Insider trading in the OTC market. The Journal of Finance, 45(4), 1273–1284.

  42. Manne, H. G. (1966). Insider trading and the stock market. Free Press.
    Paper not yet in RePEc: Add citation now

  43. Massa, M., Qian, W., Xu, W., & Zhang, H. (2015). Competition of the informed: Does the presence of short sellers affect insider selling? Journal of Financial Economics, 118(2), 268–288.

  44. Menkveld, A. J. (2016). The economics of high‐frequency trading: Taking stock. Annual Review of Financial Economics, 8, 1–24.
    Paper not yet in RePEc: Add citation now
  45. Meyer, G., Bullock, N., & Rennison, J. (2018). How high‐frequency trading hit a speed bump. Financial Times. https://www.ft.com/content/d81f96ea-d43c-11e7-a303-9060cb1e5f44.
    Paper not yet in RePEc: Add citation now
  46. O'Hara, M. (2003). Presidential address: Liquidity and price discovery. Journal of Finance, 584, 1335–1354.
    Paper not yet in RePEc: Add citation now

  47. Purnanandam, A., & Seyhun, H. N. (2018). Do short sellers trade on private information or false information? Journal of Financial & Quantitative Analysis, 53(3), 997–1023.

  48. Roberts, M. R., & Whited, T. M. (2013). Endogeneity in empirical corporate finance1. In Handbook of the economics of finance (Vol. 2, pp. 493–572). Elsevier.

  49. Seyhun, H. N. (1986). Insiders' profits, costs of trading, and market efficiency. Journal of Financial Economics, 16(2), 189–212.

  50. Seyhun, H. N. (2000). Investment intelligence from insider trading. MIT press.

  51. Van Kervel, V., & Menkveld, A. J. (2019). High‐frequency trading around large institutional orders. The Journal of Finance, 74(3), 1091–1137.
    Paper not yet in RePEc: Add citation now

  52. Weller, B. M. (2018). Does algorithmic trading reduce information acquisition? The Review of Financial Studies, 31(6), 2184–2226.

  53. Yadav, Y. (2016). Insider trading and market structure. UCLA Law Review, 63, 968.
    Paper not yet in RePEc: Add citation now
  54. Yan, H. (2019). The real effects of algorithmic trading (Doctoral dissertation, PhD thesis, Duke University).
    Paper not yet in RePEc: Add citation now
  55. Zhang, S. (2017). Need for speed: Hard information processing in a high‐frequency world. Journal of Futures Markets, 38, 3–21.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inside job: Evidence from the Chinese housing market. (2024). Kuang, Weida ; Chu, Yongqiang ; Zhou, Xiaoxia ; Zhao, Daxuan.
    In: Journal of Policy Analysis and Management.
    RePEc:wly:jpamgt:v:43:y:2024:i:1:p:214-233.

    Full description at Econpapers || Download paper

  2. Do insiders profit from public environmental information? Evidence from insider trading. (2024). Guedhami, Omrane ; Fu, Zhengwei ; el Ghoul, Sadok ; Kim, Yongwon.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000097.

    Full description at Econpapers || Download paper

  3. Customer identity concealing and insider selling profitability: Evidence from China. (2024). Luo, Hong ; Bai, Yufan ; Huang, Wan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000282.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Applications of fixed effect models to managerial risk-taking incentives. (2023). Lin, Chih-Yung ; Lee, Cheng-Few ; Huang, Yin-Siang.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:92:y:2023:i:c:p:249-261.

    Full description at Econpapers || Download paper

  6. Do insider investment horizons contain information? Evidence from Australia. (2023). Yang, Joey W ; Tong, Jamie Y ; Hossain, Md Zakir ; Hoang, Lai T.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000124.

    Full description at Econpapers || Download paper

  7. Key audit matters and insider trading profitability: Evidence from China. (2023). Zuo, Man ; Chang, Yufan ; Liu, Hui.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000334.

    Full description at Econpapers || Download paper

  8. Do insiders trade on innovation?. (2023). Mian, Mujtaba G ; Bostan, Ibrahim.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:19:y:2023:i:1:s1815566922000455.

    Full description at Econpapers || Download paper

  9. How informative are insider trades and analyst recommendations?. (2023). Wang, Qinghai ; Hsieh, Jim.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000237.

    Full description at Econpapers || Download paper

  10. Religion and insider trading profits. (2023). Korczak, Piotr ; Contreras, Harold.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000183.

    Full description at Econpapers || Download paper

  11. Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x.

    Full description at Econpapers || Download paper

  12. Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

    Full description at Econpapers || Download paper

  13. Tone emphasis and insider trading. (2023). Ma, Hui ; Jin, Qinglu ; Cheng, Lin.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000688.

    Full description at Econpapers || Download paper

  14. Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x.

    Full description at Econpapers || Download paper

  15. Capturing the straw in the wind: do short sellers trade on customer information?. (2022). Zhang, XU ; Wang, Wenming ; Haw, In-Mu.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01027-7.

    Full description at Econpapers || Download paper

  16. System Design for Detecting Real Estate Speculation Abusing Inside Information: For the Fair Reallocation of Land. (2022). Kim, Jeongmin ; Sim, Yeon-Jin ; Huh, Jun-Ho ; Choi, Jaehyeon.
    In: Land.
    RePEc:gam:jlands:v:11:y:2022:i:4:p:565-:d:791504.

    Full description at Econpapers || Download paper

  17. Does differential taxation of short-term relative to long-term capital gains affect long-term investment?. (2022). Venkatachalam, Mohan ; Vashishtha, Rahul ; Jacob, Martin ; He, Eric.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000027.

    Full description at Econpapers || Download paper

  18. Uncertain times and the insider perspective. (2022). Qin, Weiping ; Li, Zhiyong ; Lambe, Brendan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001053.

    Full description at Econpapers || Download paper

  19. Short seller attention. (2022). Zaiats, Nataliya ; Ng, Lilian ; Dai, Rui.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002716.

    Full description at Econpapers || Download paper

  20. The Endurance of Shareholder Value Maximization as the Preferred Corporate Objective. (2022). Sundaram, Anant K ; Inkpen, Andrew C.
    In: Journal of Management Studies.
    RePEc:bla:jomstd:v:59:y:2022:i:2:p:555-568.

    Full description at Econpapers || Download paper

  21. Insider trading and the algorithmic trading environment. (2022). Yang, Joey Wenling ; Treepongkaruna, Sirimon ; Huang, Yuyun ; Gould, John ; Chang, Millicent.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:22:y:2022:i:4:p:725-750.

    Full description at Econpapers || Download paper

  22. Insider trading and the legal expertise of corporate executives. (2021). , Yaoyi ; Wintoki, Babajide M ; Jiang, Chao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000728.

    Full description at Econpapers || Download paper

  23. How insiders utilize their information advantages in their trading: Evidence from China. (2021). Zou, Gaofeng ; Xiong, Xiong ; Zhang, Wei ; Zhao, Wanlong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316974.

    Full description at Econpapers || Download paper

  24. Female insiders ethics and trading profitability. (2021). Ren, Wentao ; Zhu, Pengcheng ; Dutta, Shantanu ; Sun, Fangcheng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000533.

    Full description at Econpapers || Download paper

  25. News media and insider trading profitability: An emerging country perspective. (2021). Zhu, Pengcheng ; Huang, Hui ; Dutta, Shantanu ; Sun, Fangcheng.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:49:y:2021:i:c:s1566014121000030.

    Full description at Econpapers || Download paper

  26. Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

    Full description at Econpapers || Download paper

  27. Do short sellers anticipate late filings?. (2021). Zhao, Xinlei ; Zaiats, Nataliya ; Li, Ting ; Dai, Rui.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s092911992100167x.

    Full description at Econpapers || Download paper

  28. Mimicking insider trades. (2021). Thapa, Chandra ; Neupane, Biwesh ; Marshall, Andrew.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000614.

    Full description at Econpapers || Download paper

  29. Sell-side analyst heterogeneity and insider trading. (2021). Marcet, Francisco ; Contreras, Harold.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302224.

    Full description at Econpapers || Download paper

  30. Asymmetric information consolidation and price discovery: Inferring bad news from insider sales. (2021). Prakash, Rachna ; Pownall, Grace ; Karamanou, Irene.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:230-268.

    Full description at Econpapers || Download paper

  31. Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:167-179.

    Full description at Econpapers || Download paper

  32. Striking up with the in crowd: When option markets and insiders agree. (2020). Teterin, Pavel ; Petkevich, Alex ; Gilstrap, Collin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620302259.

    Full description at Econpapers || Download paper

  33. Corporate customer concentration and stock price crash risk. (2020). Zhang, Wenlan ; Wu, Jiangang ; Wang, Wenming ; Ma, Xiaofang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301692.

    Full description at Econpapers || Download paper

  34. Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks. (2020). Westerholm, Joakim P ; Koch, Paul ; Berkman, Henk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301588.

    Full description at Econpapers || Download paper

  35. Evidence of strategic information uncertainty around opportunistic insider purchases. (2020). faff, robert ; Oliver, Barry ; Rahman, Dewan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620300881.

    Full description at Econpapers || Download paper

  36. Insider trading patterns. (2020). Wintoki, Babajide M ; Cicero, David ; Biggerstaff, Lee.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300985.

    Full description at Econpapers || Download paper

  37. Crowdsourced employer reviews and stock returns. (2019). Wen, Quan ; Huang, Ruoyan ; Green, Clifton T ; Zhou, Dexin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:1:p:236-251.

    Full description at Econpapers || Download paper

  38. Industry familiarity and trading: Evidence from the personal portfolios of industry insiders. (2019). Rossi, Andrea ; Birru, Justin ; Ben-David, Itzhak.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:49-75.

    Full description at Econpapers || Download paper

  39. Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269.

    Full description at Econpapers || Download paper

  40. Do an insiders wealth and income matter in the decision to engage in insider trading?. (2018). Kallunki, Jenni ; Puhakka, Mikko ; Nilsson, Henrik.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:1:p:135-165.

    Full description at Econpapers || Download paper

  41. Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders. (2016). Ben-David, Itzhak ; Rossi, Andrea ; Birru, Justin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22115.

    Full description at Econpapers || Download paper

  42. The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan. (2016). Hassan, Arshad ; Khan, Mushtaq Hussain ; Fraz, Ahmad.
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:21:y:2016:i:2:p:97-119.

    Full description at Econpapers || Download paper

  43. The impact of personal attributes on corporate insider trading. (2015). Korczak, Adriana ; Hillier, David.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:30:y:2015:i:c:p:150-167.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-20 21:29:29 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.